-17.0%
AAOI vs GEV
+14.6%
-31.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | -2.1% |
| 7D | -0.2% | +1.6% | -1.8% | -1.9% |
| 30D | -23.7% | -7.9% | -15.8% | -15.3% |
| 3M | -39.0% | +5.6% | -44.6% | -39.6% |
| 6M | -17.0% | +13.1% | -30.1% | -35.1% |
| All | -17.0% | +14.6% | -31.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling